+120.7%
XLK vs FLUT
-42.9%
+163.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +2.3% | -2.6% | +4.9% | +2.8% |
| 30D | +0.8% | +5.4% | -4.5% | -0.3% |
| 3M | +4.1% | -10.8% | +14.8% | +5.4% |
| 6M | +34.8% | -9.2% | +44.0% | +35.4% |
| YTD | +30.8% | -53.8% | +84.6% | +52.7% |
| 1Y | +42.4% | -66.0% | +108.3% | +78.2% |
| All | +120.7% | -42.9% | +163.6% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling